Might also be interesting what your specs are. Maybe you are running the latest OS on an "under-RAM'd" (is that a word?) machine or some other intense apps.

Then, if you want post a screenshot of the activity monitor showing CPU usage and another one with memory so we can have a look at this.

harryb2448's comment was very helpful as well: Have a look at your dock and make sure not all apps have that little blue-glowing dot below their icon. Clicking the red 'x' usually doesn't quite applications, just closes the window. Use "command+q" to quit an app.